+13.5%
STM vs RL
+254.6%
-241.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +0.9% | +3.6% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -14.4% | +7.3% | -21.8% | -17.4% |
| 3M | -20.5% | +1.0% | -21.5% | -21.1% |
| 6M | -24.5% | +11.8% | -36.3% | -29.4% |
| YTD | +72.7% | +13.6% | +59.1% | +59.3% |
| 1Y | +91.0% | +24.0% | +67.0% | +67.3% |
| 3Y | +13.5% | +256.6% | -243.1% | -44.7% |
| All | +13.5% | +254.6% | -241.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling